Sensibly, and assuming a windfall of a more 'reasonable' but nonetheless life-changing amount, like 1 to 5 million bucks, I'd give loads to my family, either through trust funds for the little ones or directly helping out (like my folks want to put a little cabin on their small lot of land on the coast, but there are ridiculous fees involved - they'd disappear, at least), and make sure that they were happy. I'd give some cool stuff to my friends too, but I'd be careful about this- pride can be hurt in cases like this, even though it's dumb luck that would lead to me getting rich like that. Most of it would get stashed away for my son, later in life.
But if I won 1.5 billion?
A gold foiled live-in supermodel? Backing singers to accompany/announce me to locations. I want a nuclear missile. I'd fund a cross between a bee and a gorilla. Clones, of me, now, no more silly red tape. I'd properly hunt for the Loch Ness Monster. I'd be the first proper cyborg, and the new body would have to be action-movie awesome - I like the robotics that DARPA has showcased recently, but I will want it up a notch from that before my brain goes in it. For my death, an actual Necropolis, and the builders will be executed and buried with me, as tradition dictates (well, Pharaonic tradition. Well, movie Pharaonic tradition.).